BREAK (Transact-SQL)
SQL Server 2005
Exits the innermost loop in a WHILE or IF…ELSE statement. Any statements appearing after the END keyword, marking the end of the loop, are executed. BREAK is frequently, but not always, started by an IF test.
Reference
Control-of-Flow Language (Transact-SQL)WHILE (Transact-SQL)
IF...ELSE (Transact-SQL)